Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-12 53.475801 59.360046 66.016471 74.191413 84.085289 95.840853 111.131395
2025-01-19 43.499829 50.538336 59.129075 70.655947 86.172485 107.088301 138.922192
2025-01-26 40.717436 48.999456 59.735764 75.252354 98.233303 133.272129 196.578072
2025-02-02 38.928376 48.200400 60.835313 80.313272 111.820870 166.165935 285.360796
2025-02-09 36.566891 46.209952 59.837711 81.899635 120.190362 193.627944 388.248923
2025-02-16 34.152562 43.816065 57.851034 81.447738 124.791824 215.848145 505.764349
2025-02-23 32.169450 41.811716 56.152584 81.089411 129.355617 240.195693 672.772413
2025-03-02 30.124160 39.519863 53.736248 79.078331 130.118209 255.981901 846.958999
2025-03-09 28.450892 37.644822 51.778402 77.566922 131.531005 274.505045 1104.383717
2025-03-16 26.499830 35.211834 48.710739 73.631935 126.814398 273.193991 1236.867749
2025-03-23 26.049700 35.048745 49.323814 76.629094 138.554095 331.598794 2433.643938
2025-03-30 24.954290 33.797227 48.001267 75.698228 140.685042 358.885502 3917.538200
2025-04-06 23.686645 32.263795 46.191421 73.812310 140.629310 381.184529 6910.189951
2025-04-13 22.256097 30.402551 43.703786 70.311077 135.702454 380.103313 9906.203892
2025-04-20 22.185605 30.721570 45.029063 74.871632 154.245215 517.239117 NaN
2025-04-27 22.141714 31.073550 46.439988 79.891457 176.772190 746.614576 NaN
2025-05-04 21.640127 30.621796 46.327541 81.464626 189.191217 958.931520 NaN
2025-05-11 20.936027 29.782494 45.414644 81.016502 194.434393 1132.562744 NaN
2025-05-18 20.296274 29.018451 44.586493 80.661159 200.050353 1359.750904 NaN
2025-05-25 19.522582 27.984776 43.167235 78.666686 198.551408 1476.006088 NaN
2025-06-01 18.853805 27.104866 41.995013 77.167599 198.736000 1649.890901 NaN
2025-06-08 17.969636 25.815145 39.952987 73.264047 187.732813 1514.856932 NaN
2025-06-15 17.852374 25.866197 40.557050 76.237348 207.857885 2487.203203 NaN